In mathematics, the trace operator extends the notion of the restriction of a function to the boundary of its domain to "generalized" functions in a Sobolev space. This is particularly important for the study of partial differential equations with prescribed boundary conditions (boundary value problems), where weak solutions may not be regular enough to satisfy the boundary conditions in the classical sense of functions.

Motivation

On a bounded, smooth domain, consider the problem of solving Poisson's equation with inhomogeneous Dirichlet boundary conditions: with given functions f and g with regularity discussed in the application section below. The weak solution of this equation must satisfy The H^1(\Omega)-regularity of u is sufficient for the well-definedness of this integral equation. It is not apparent, however, in which sense u can satisfy the boundary condition u = g on : by definition, is an equivalence class of functions which can have arbitrary values on since this is a null set with respect to the n-dimensional Lebesgue measure. If there holds by Sobolev's embedding theorem, such that u can satisfy the boundary condition in the classical sense, i.e. the restriction of u to agrees with the function g (more precisely: there exists a representative of u in with this property). For with n > 1 such an embedding does not exist and the trace operator T presented here must be used to give meaning to. Then with T u = g is called a weak solution to the boundary value problem if the integral equation above is satisfied. For the definition of the trace operator to be reasonable, there must hold for sufficiently regular u.

Trace theorem

The trace operator can be defined for functions in the Sobolev spaces with, see the section below for possible extensions of the trace to other spaces. Let for be a bounded domain with Lipschitz boundary. Then there exists a bounded linear trace operator such that T extends the classical trace, i.e. The continuity of T implies that with constant only depending on p and \Omega. The function T u is called trace of u and is often simply denoted by. Other common symbols for T include tr and \gamma.

Construction

This paragraph follows Evans, where more details can be found, and assumes that \Omega has a C^1-boundary. A proof (of a stronger version) of the trace theorem for Lipschitz domains can be found in Gagliardo. On a C^1-domain, the trace operator can be defined as continuous linear extension of the operator to the space. By density of in such an extension is possible if T is continuous with respect to the -norm. The proof of this, i.e. that there exists C > 0 (depending on \Omega and p) such that is the central ingredient in the construction of the trace operator. A local variant of this estimate for -functions is first proven for a locally flat boundary using the divergence theorem. By transformation, a general C^1-boundary can be locally straightened to reduce to this case, where the C^1-regularity of the transformation requires that the local estimate holds for -functions. With this continuity of the trace operator in an extension to exists by abstract arguments and Tu for can be characterized as follows. Let be a sequence approximating by density. By the proven continuity of T in the sequence is a Cauchy sequence in and with limit taken in. The extension property holds for by construction, but for any there exists a sequence which converges uniformly on \bar \Omega to u, verifying the extension property on the larger set.

The case p = ∞

If \Omega is bounded and has a C^1-boundary then by Morrey's inequality there exists a continuous embedding, where denotes the space of Lipschitz continuous functions. In particular, any function has a classical trace and there holds

Functions with trace zero

The Sobolev spaces for are defined as the closure of the set of compactly supported test functions with respect to the -norm. The following alternative characterization holds: where \ker(T) is the kernel of T, i.e. is the subspace of functions in with trace zero.

Image of the trace operator

For p > 1

The trace operator is not surjective onto if p > 1, i.e. not every function in is the trace of a function in. As elaborated below the image consists of functions which satisfy an L^p-version of Hölder continuity.

Abstract characterization

An abstract characterization of the image of T can be derived as follows. By the isomorphism theorems there holds where X / N denotes the quotient space of the Banach space X by the subspace N \subset X and the last identity follows from the characterization of from above. Equipping the quotient space with the quotient norm defined by the trace operator T is then a surjective, bounded linear operator

Characterization using Sobolev–Slobodeckij spaces

A more concrete representation of the image of T can be given using Sobolev-Slobodeckij spaces which generalize the concept of Hölder continuous functions to the L^p-setting. Since is a (n-1)-dimensional Lipschitz manifold embedded into \mathbb R^n an explicit characterization of these spaces is technically involved. For simplicity consider first a planar domain. For define the (possibly infinite) norm which generalizes the Hölder condition. Then equipped with the previous norm is a Banach space (a general definition of for non-integer s > 0 can be found in the article for Sobolev-Slobodeckij spaces). For the (n-1)-dimensional Lipschitz manifold define by locally straightening and proceeding as in the definition of. The space can then be identified as the image of the trace operator and there holds that is a surjective, bounded linear operator.

For p = 1

For p = 1 the image of the trace operator is and there holds that is a surjective, bounded linear operator.

Right-inverse: trace extension operator

The trace operator is not injective since multiple functions in can have the same trace (or equivalently, ). The trace operator has however a well-behaved right-inverse, which extends a function defined on the boundary to the whole domain. Specifically, for there exists a bounded, linear trace extension operator using the Sobolev-Slobodeckij characterization of the trace operator's image from the previous section, such that and, by continuity, there exists C > 0 with Notable is not the mere existence but the linearity and continuity of the right inverse. This trace extension operator must not be confused with the whole-space extension operators which play a fundamental role in the theory of Sobolev spaces.

Extension to other spaces

Higher derivatives

Many of the previous results can be extended to with higher differentiability if the domain is sufficiently regular. Let N denote the exterior unit normal field on. Since can encode differentiability properties in tangential direction only the normal derivative is of additional interest for the trace theory for m = 2. Similar arguments apply to higher-order derivatives for m > 2. Let and be a bounded domain with C^{m, 1}-boundary. Then there exists a surjective, bounded linear higher-order trace operator with Sobolev-Slobodeckij spaces for non-integer s > 0 defined on through transformation to the planar case for, whose definition is elaborated in the article on Sobolev-Slobodeckij spaces. The operator T_m extends the classical normal traces in the sense that Furthermore, there exists a bounded, linear right-inverse of T_m, a higher-order trace extension operator Finally, the spaces, the completion of in the -norm, can be characterized as the kernel of T_m, i.e.

Less regular spaces

No trace in Lp

There is no sensible extension of the concept of traces to L^p(\Omega) for since any bounded linear operator which extends the classical trace must be zero on the space of test functions, which is a dense subset of L^p(\Omega), implying that such an operator would be zero everywhere.

Generalized normal trace

Let denote the distributional divergence of a vector field v. For and bounded Lipschitz domain define which is a Banach space with norm Let N denote the exterior unit normal field on. Then there exists a bounded linear operator where is the conjugate exponent to p and X' denotes the continuous dual space to a Banach space X, such that T_N extends the normal trace for in the sense that The value of the normal trace operator for is defined by application of the divergence theorem to the vector field where E is the trace extension operator from above. Application. Any weak solution to in a bounded Lipschitz domain has a normal derivative in the sense of. This follows as since and. This result is notable since in Lipschitz domains in general, such that \nabla u may not lie in the domain of the trace operator T.

Application

The theorems presented above allow a closer investigation of the boundary value problem on a Lipschitz domain from the motivation. Since only the Hilbert space case p = 2 is investigated here, the notation H^1(\Omega) is used to denote etc. As stated in the motivation, a weak solution to this equation must satisfy T u = g and where the right-hand side must be interpreted for as a duality product with the value f(\varphi).

Existence and uniqueness of weak solutions

The characterization of the range of T implies that for T u = g to hold the regularity is necessary. This regularity is also sufficient for the existence of a weak solution, which can be seen as follows. By the trace extension theorem there exists such that T(Eg) = g. Defining u_0 by we have that and thus by the characterization of as space of trace zero. The function then satisfies the integral equation Thus the problem with inhomogeneous boundary values for u could be reduced to a problem with homogeneous boundary values for u_0, a technique which can be applied to any linear differential equation. By the Riesz representation theorem there exists a unique solution u_0 to this problem. By uniqueness of the decomposition, this is equivalent to the existence of a unique weak solution u to the inhomogeneous boundary value problem.

Continuous dependence on the data

It remains to investigate the dependence of u on f and g. Let denote constants independent of f and g. By continuous dependence of u_0 on the right-hand side of its integral equation, there holds and thus, using that and by continuity of the trace extension operator, it follows that and the solution map is therefore continuous.